Sökning: "Asset price bubbles"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Asset price bubbles.

  1. 1. Quantitative Easing and Asset Price Bubbles

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Andrew Buckner; [2022]
    Nyckelord :Federal Reserve; Housing Prices; Quantitative Easing; Riksbanken;

    Sammanfattning : This paper examines the effect of Quantitative Easing policies from the central banks of the United States and Sweden on the housing prices of their respective countries. Controlling for macroeconomic indicators focuses the analysis to just the effects of the bond purchases directly. LÄS MER

  3. 2. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Axel Öhlund; Anna Domnina; [2021]
    Nyckelord :Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

    Sammanfattning : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. LÄS MER

  4. 3. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

    Master-uppsats, KTH/Matematisk statistik

    Författare :Marcus Häggbom; Shayan Nafar; [2019]
    Nyckelord :Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

    Sammanfattning : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. LÄS MER

  5. 4. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Yasar Kaya; [2018]
    Nyckelord :bitcoin; speculation; weekend-effect; bitcoin price drivers; LPPL; GoTrend; VIX; speculative bubbles; bitcoin price movements; volatility in cryptocurrency market;

    Sammanfattning : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. LÄS MER

  7. 5. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Gustav Rehnman; Ted Tigerschiöld; [2016]
    Nyckelord :;

    Sammanfattning : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. LÄS MER